Ok I understand.
Well that's normal because when here there are multiple polygons that are adjacent. On the antialias border, pixels are drawn with a certain opacity. When drawing with a certain opacity, the opacities are not added, so in the end you get something transparent.
If you want to draw such adjacent polygons with antialias, you need to use TBGRAMultishapeFiller class of BGRAPolygon unit. There you can give a lot of polygons and draw them in one go.